+432.5%
EWZ vs ADP
+1,053.9%
-621.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | +0.5% |
| 7D | +6.5% | -3.4% | +9.9% | +8.7% |
| 30D | +4.8% | +2.8% | +2.1% | +3.0% |
| 3M | +9.9% | +20.9% | -11.0% | -3.2% |
| 6M | +1.9% | +29.9% | -27.9% | -15.3% |
| YTD | +20.3% | +9.6% | +10.7% | +10.2% |
| 1Y | +35.6% | -5.3% | +40.9% | +35.3% |
| 3Y | +43.4% | +16.5% | +27.0% | +22.9% |
| 5Y | +55.9% | +49.4% | +6.5% | +8.7% |
| 10Y | +84.2% | +282.2% | -198.0% | -34.0% |
| All | +432.5% | +1,053.9% | -621.3% | -9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ADP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling